Xunyu Zhou is the Liu Family Professor of Industrial Engineering and Operations Research and Director of the Nie Center for Intelligent Asset Management at Columbia University. He was the Nomura Professor of Mathematical Finance, the Director of Nomura Center for Mathematical Finance and the Director of Oxford-Nie Financial Big Data Lab at University of Oxford during 2007-2016 before joining Columbia.

He is known for his work in indefinite stochastic LQ control theory and application to dynamic mean—variance portfolio selection, in asset allocation and pricing under cumulative prospect theory, and in general time-inconsistent problems. His current research focuses on reinforcement learning for controlled diffusion processes and applications to GenAI and intelligent wealth management solutions. He has addressed the 2010 International Congress of Mathematicians, and has been awarded the Wolfson Research Award from The Royal Society (UK), the Outstanding Paper Prize from SIAM, the Humboldt Distinguished Lecturer, the Alexander von Humboldt Research Fellowship, the Archimedes Lecturer at Columbia, and Distinguished Faculty Teaching Award at Columbia University.

He is a Fellow of IEEE, a Fellow of SIAM, a member of INFORMS, and a Life Member of the Bachelier Finance Society. He received his B.Sc. in mathematics in 1984, and his Ph.D. in operations research and control theory in 1989, both from Fudan University, Shanghai, China.